Of the little I know about them my only source tells me no they are apparently an easy instrument to play
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Ummm...oboe, ocarina, and organ. Oboe! It is a double reed instrument which I play!
In Ocarina of Time, go to the windmill in Kakariko Village. Pull out the ocarina in front of the man. He will say that the ocarina reminds him of a kid(you) who played a song and ruined the windmill. He will then teach you the strange song. When you play it, it will say you learned the song of storms and then the windmill will speed up and the guy will know you are the kid with the ocarina.
there are lots of sites that have instructions on how to make an ocarina. Here is an example: http://www.greenverdugo.com/ocarina-making-tutorial/ocarina-making-contents.html
I believe that the Ocarina of time and the Fairy ocarina are both tuned in the key of D